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Index-number tests and the common-scaling social cost-of-living index

โœ Scribed by David Donaldson; Krishna Pendakur


Book ID
106041875
Publisher
Springer
Year
2011
Tongue
English
Weight
244 KB
Volume
38
Category
Article
ISSN
0176-1714

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โœ Christopher J. Green; Emmanuel Joujon ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 238 KB

It is generally believed that the existence of Granger causality between stock index futures prices and spot prices is inconsistent with the cost of carry theory. In this paper, we argue that the logical links between Granger causality and cost of carry have not previously been correctly set out. We